Comparison Theorem for Solutions of BSDEs under Non-Lipschitzian Coefficient

Bao Yan Han

doi:10.4028/www.scientific.net/AMM.373-375.1910

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HomeApplied Mechanics and MaterialsApplied Mechanics and Materials Vols. 373-375Comparison Theorem for Solutions of BSDEs under...

Comparison Theorem for Solutions of BSDEs under Non-Lipschitzian Coefficient

Abstract:

A class of backward stochastic differential equations are studied. We obtain the comparison theorem of these backward stochastic differential equations under non-Lipschitz coefficient.

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Periodical:

Applied Mechanics and Materials (Volumes 373-375)

Pages:

1910-1913

DOI:

https://doi.org/10.4028/www.scientific.net/AMM.373-375.1910

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Online since:

August 2013

Authors:

Bao Yan Han*

Keywords:

Backward Stochastic Differential Equations, Comparison Theorem, Non-Lipschitzian Coefficients

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